NYMEX Light Sweet Crude Oil Future December 2008


Trading Metrics calculated at close of trading on 07-Aug-2008
Day Change Summary
Previous Current
06-Aug-2008 07-Aug-2008 Change Change % Previous Week
Open 119.18 119.09 -0.09 -0.1% 124.55
High 120.58 121.05 0.47 0.4% 129.58
Low 117.56 117.78 0.22 0.2% 121.92
Close 118.81 119.82 1.01 0.9% 126.30
Range 3.02 3.27 0.25 8.3% 7.66
ATR 4.73 4.63 -0.10 -2.2% 0.00
Volume 68,130 56,114 -12,016 -17.6% 241,795
Daily Pivots for day following 07-Aug-2008
Classic Woodie Camarilla DeMark
R4 129.36 127.86 121.62
R3 126.09 124.59 120.72
R2 122.82 122.82 120.42
R1 121.32 121.32 120.12 122.07
PP 119.55 119.55 119.55 119.93
S1 118.05 118.05 119.52 118.80
S2 116.28 116.28 119.22
S3 113.01 114.78 118.92
S4 109.74 111.51 118.02
Weekly Pivots for week ending 01-Aug-2008
Classic Woodie Camarilla DeMark
R4 148.91 145.27 130.51
R3 141.25 137.61 128.41
R2 133.59 133.59 127.70
R1 129.95 129.95 127.00 131.77
PP 125.93 125.93 125.93 126.85
S1 122.29 122.29 125.60 124.11
S2 118.27 118.27 124.90
S3 110.61 114.63 124.19
S4 102.95 106.97 122.09
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 129.58 117.56 12.02 10.0% 4.53 3.8% 19% False False 48,908
10 129.58 117.56 12.02 10.0% 4.50 3.8% 19% False False 51,056
20 148.60 117.56 31.04 25.9% 4.94 4.1% 7% False False 44,922
40 148.60 117.56 31.04 25.9% 4.57 3.8% 7% False False 39,599
60 148.60 117.56 31.04 25.9% 4.70 3.9% 7% False False 41,429
80 148.60 107.00 41.60 34.7% 4.28 3.6% 31% False False 37,492
100 148.60 95.83 52.77 44.0% 3.98 3.3% 45% False False 34,107
120 148.60 94.78 53.82 44.9% 3.79 3.2% 47% False False 32,698
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 1.06
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 134.95
2.618 129.61
1.618 126.34
1.000 124.32
0.618 123.07
HIGH 121.05
0.618 119.80
0.500 119.42
0.382 119.03
LOW 117.78
0.618 115.76
1.000 114.51
1.618 112.49
2.618 109.22
4.250 103.88
Fisher Pivots for day following 07-Aug-2008
Pivot 1 day 3 day
R1 119.69 119.81
PP 119.55 119.79
S1 119.42 119.78

These figures are updated between 7pm and 10pm EST after a trading day.

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